Intermediate Topic 33 of 51 Math for Computing
Integrals
Accumulated area under a curve.
How it works
The definite integral of a function over an interval measures the accumulated quantity, the signed area under the curve, defined as the limit of Riemann sums. The fundamental theorem of calculus links integration and differentiation: the integral of a derivative gives the net change, and the antiderivative evaluates definite integrals. Techniques include substitution, integration by parts, partial fractions and numerical methods when no closed form exists. Multiple integrals extend to areas and volumes.
Where it is used
Computing probabilities from densities, expected values of continuous variables, areas, work, total distance from velocity, signal energy and normalizing constants in Bayesian models use integrals.
Common pitfall
Forgetting the constant of integration in indefinite integrals, sign errors for areas below the axis and mishandling limits when substituting are common. Improper integrals need convergence checks. Many useful integrals have no elementary antiderivative, such as the Gaussian, so use numerical integration or Monte Carlo methods. Check results by differentiating.
Where it fits in the course
Integrals is topic 33 of 51 in Math for Computing, rated Intermediate. It follows Partial Derivatives and Gradients. The next topic is Taylor Series.
Practice and explore
- Open the interactive lesson, with a mini quiz.
- Take the Math for Computing quiz.
How to study this topic
- Read the explanation above and restate the definition in your own words.
- Open the interactive lesson and answer its mini quiz.
- Read the common pitfall, then write a short example that avoids it.
- Check your understanding in the Math for Computing quiz, and revisit the topic if you miss a question.
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Related topics
- Partial Derivatives and Gradients (Math for Computing)
- Taylor Series (Math for Computing)
- Derivatives (Math for Computing)
- Optimization (Math for Computing)